-21.8%
PATH vs OKTA
+141.0%
-162.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.6% |
| 7D | -5.3% | -19.0% | +13.7% | +4.0% |
| 30D | -0.5% | -22.6% | +22.1% | +10.8% |
| 3M | -7.1% | +17.5% | -24.7% | -17.2% |
| 6M | +23.8% | +117.8% | -94.0% | -22.8% |
| YTD | -20.7% | +95.1% | -115.8% | -47.8% |
| 1Y | -8.1% | +96.4% | -104.5% | -39.7% |
| 3Y | -21.8% | +149.0% | -170.8% | -64.9% |
| All | -21.8% | +141.0% | -162.8% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling